PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Analog Devices, Inc. (ADI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS0326541051
CUSIP032654105
SectorTechnology
IndustrySemiconductors

Highlights

Market Cap$90.93B
EPS$5.59
PE Ratio32.80
PEG Ratio3.61
Revenue (TTM)$11.57B
Gross Profit (TTM)$7.88B
EBITDA (TTM)$5.68B
Year Range$153.54 - $204.20
Target Price$213.29
Short %1.71%
Short Ratio2.51

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Analog Devices, Inc.

Popular comparisons: ADI vs. ABBV, ADI vs. AI, ADI vs. EXR, ADI vs. STM, ADI vs. ORCL, ADI vs. MPWR, ADI vs. MCHP, ADI vs. SCHD, ADI vs. VOO, ADI vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Analog Devices, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
19.99%
21.11%
ADI (Analog Devices, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Analog Devices, Inc. had a return of -3.90% year-to-date (YTD) and 3.53% in the last 12 months. Over the past 10 years, Analog Devices, Inc. had an annualized return of 16.50%, outperforming the S&P 500 benchmark which had an annualized return of 10.55%.


PeriodReturnBenchmark
Year-To-Date-3.90%6.30%
1 month-1.85%-3.13%
6 months16.25%19.37%
1 year3.53%22.56%
5 years (annualized)12.69%11.65%
10 years (annualized)16.50%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.12%-0.28%3.60%
2023-3.22%-10.14%16.56%8.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ADI is 53, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of ADI is 5353
Analog Devices, Inc.(ADI)
The Sharpe Ratio Rank of ADI is 5555Sharpe Ratio Rank
The Sortino Ratio Rank of ADI is 4848Sortino Ratio Rank
The Omega Ratio Rank of ADI is 4747Omega Ratio Rank
The Calmar Ratio Rank of ADI is 5959Calmar Ratio Rank
The Martin Ratio Rank of ADI is 5555Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Analog Devices, Inc. (ADI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ADI
Sharpe ratio
The chart of Sharpe ratio for ADI, currently valued at 0.15, compared to the broader market-2.00-1.000.001.002.003.000.15
Sortino ratio
The chart of Sortino ratio for ADI, currently valued at 0.38, compared to the broader market-4.00-2.000.002.004.006.000.38
Omega ratio
The chart of Omega ratio for ADI, currently valued at 1.05, compared to the broader market0.501.001.501.05
Calmar ratio
The chart of Calmar ratio for ADI, currently valued at 0.18, compared to the broader market0.001.002.003.004.005.000.18
Martin ratio
The chart of Martin ratio for ADI, currently valued at 0.49, compared to the broader market0.0010.0020.0030.000.49
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-2.00-1.000.001.002.003.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.001.002.003.004.005.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.007.64

Sharpe Ratio

The current Analog Devices, Inc. Sharpe ratio is 0.15. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.15
1.92
ADI (Analog Devices, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Analog Devices, Inc. granted a 1.84% dividend yield in the last twelve months. The annual payout for that period amounted to $3.50 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.50$3.44$3.04$2.76$2.48$2.16$1.92$1.80$1.68$1.60$1.48$1.36

Dividend yield

1.84%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%2.67%

Monthly Dividends

The table displays the monthly dividend distributions for Analog Devices, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.92
2023$0.00$0.86$0.00$0.00$0.00$0.86$0.00$0.00$0.86$0.00$0.00$0.86
2022$0.00$0.76$0.00$0.00$0.76$0.00$0.00$0.76$0.00$0.00$0.00$0.76
2021$0.00$0.69$0.00$0.00$0.69$0.00$0.00$0.69$0.00$0.00$0.00$0.69
2020$0.00$0.62$0.00$0.00$0.62$0.00$0.00$0.62$0.00$0.00$0.00$0.62
2019$0.00$0.54$0.00$0.00$0.54$0.00$0.00$0.54$0.00$0.00$0.00$0.54
2018$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.48$0.00$0.00$0.48$0.00
2017$0.00$0.45$0.00$0.00$0.00$0.45$0.00$0.00$0.45$0.00$0.45$0.00
2016$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00
2015$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.00$0.40
2014$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.00$0.37$0.00$0.00$0.37
2013$0.34$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.00$0.34

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.8%
Analog Devices, Inc. has a dividend yield of 1.84%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%38.6%
Analog Devices, Inc. has a payout ratio of 38.63%, which is quite average when compared to the overall market. This suggests that Analog Devices, Inc. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.95%
-3.50%
ADI (Analog Devices, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Analog Devices, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Analog Devices, Inc. was 82.87%, occurring on Dec 1, 2008. Recovery took 2011 trading sessions.

The current Analog Devices, Inc. drawdown is 6.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-82.87%Sep 5, 20002072Dec 1, 20082011Nov 25, 20164083
-76.92%May 6, 19861138Nov 1, 1990700Aug 10, 19931838
-66.03%May 4, 199888Sep 4, 1998171May 12, 1999259
-48.86%Dec 1, 1980203Sep 18, 1981288Nov 8, 1982491
-42.86%Oct 11, 1983395May 2, 1985248Apr 28, 1986643

Volatility

Volatility Chart

The current Analog Devices, Inc. volatility is 8.94%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2024FebruaryMarchApril
8.94%
3.58%
ADI (Analog Devices, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Analog Devices, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items